sform: Structural form for an ARIMA model

In tfarima: Transfer Function and ARIMA Models

Structural form for an ARIMA model

Description

sform finds the structural form for an ARIMA model from its the eventual forecast function.

Usage

sform(mdl, ...)

## S3 method for class 'um'
sform(mdl, fSv = NULL, par = NULL, ...)

Arguments

mdl	an object of class um.
...	other arguments.
fSv	optional function to create the covariance matrix.
par	vector of parameters for function fSv.

Value

An object of class stsm

Examples

airl <- um(i = list(1, c(1, 12)), ma = "(1 - 0.86B)(1 - 0.8B12)")
sf <- sform(airl)
sf

tfarima documentation built on May 20, 2022, 5:06 p.m.